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Add Choppiness Index (CHOP) implementation and tests
- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class ChopIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
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public int Period { get; set; } = 14;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Chop _chop = null!;
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private readonly LineSeries _chopSeries;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"CHOP {Period}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/chop/Chop.Quantower.cs";
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public ChopIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "Choppiness Index";
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Description = "Measures market trendiness (E.W. Dreiss)";
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_chopSeries = new LineSeries(name: "CHOP", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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AddLineSeries(_chopSeries);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_chop = new Chop(Period);
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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TValue result = _chop.Update(this.GetInputBar(args), args.IsNewBar());
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_chopSeries.SetValue(result.Value, _chop.IsHot, ShowColdValues);
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}
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}
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